Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$794M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$285M |
| 3 |
Netflix
NFLX
|
+$274M |
| 4 |
Meta Platforms (Facebook)
META
|
+$245M |
| 5 |
Vanguard Total Bond Market
BND
|
+$210M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$513M |
| 2 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$215M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$180M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$158M |
| 5 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$118M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 3.74% |
| 2 | Consumer Discretionary | 3% |
| 3 | Technology | 2.83% |
| 4 | Healthcare | 1.26% |
| 5 | Consumer Staples | 1.09% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2101
PUT
VF Corp
VFC
$5.63B
| $1.67M | ﹤0.01% |
19,010
-18,585
| -49% | -$1.59M |
|
2102
Ubiquiti
UI
$33.7B
| $1.67M | ﹤0.01% |
16,883
-2,770
| -14% | -$244K |
|
|
SKX
2103
CALL
DELISTED
Skechers
SKX
| $1.67M | ﹤0.01% |
59,700
-43,400
| -42% | -$1.26M |
|
2104
First Trust Eurozone AlphaDEX
FEUZ
$136M
| $1.67M | ﹤0.01% |
39,932
-186,346
| -82% | -$7.93M |
|
2105
CALL
Alcoa
AA
$11.9B
| $1.66M | ﹤0.01% |
41,200
-66,600
| -62% | -$2.89M |
|
2106
Invesco S&P SmallCap Consumer Staples ETF
PSCC
$38.4M
| $1.66M | ﹤0.01% |
+59,730
| New | +$1.66M |
|
2107
PUT
EOG Resources
EOG
$79.2B
| $1.66M | ﹤0.01% |
13,000
-35,600
| -73% | -$4.33M |
|
|
IBMK
2108
DELISTED
iShares iBonds Dec 2022 Term Muni Bond ETF
IBMK
| $1.66M | ﹤0.01% |
65,137
+27,744
| +74% | +$708K |
|
|
AABA
2109
CALL
DELISTED
Altaba Inc
AABA
| $1.66M | ﹤0.01% |
24,300
-300
| -1% | -$21.1K |
|
2110
CALL
FirstEnergy
FE
$28B
| $1.65M | ﹤0.01% |
44,500
-8,500
| -16% | -$311K |
|
|
2111
CALL
VF Corp
VFC
$5.63B
| $1.65M | ﹤0.01% |
18,797
-3,186
| -14% | -$272K |
|
2112
CALL
Omnicom Group
OMC
$21.6B
| $1.65M | ﹤0.01% |
24,300
+1,900
| +8% | +$133K |
|
|
MOMO
2113
PUT
Hello Group
MOMO
$885M
| $1.65M | ﹤0.01% |
37,700
-87,200
| -70% | -$3.81M |
|
2114
State Street Ultra Short Term Bond ETF
ULST
$527M
| $1.65M | ﹤0.01% |
+40,833
| New | +$1.65M |
|
2115
CALL
ArcelorMittal
MT
$52.9B
| $1.65M | ﹤0.01% |
+53,300
| New | +$1.62M |
|
2116
State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
EFAX
$503M
| $1.64M | ﹤0.01% |
46,832
+15,014
| +47% | +$525K |
|
|
HMHC
2117
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $1.64M | ﹤0.01% |
+234,688
| New | +$1.58M |
|
2118
WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund
HYZD
$259M
| $1.64M | ﹤0.01% |
67,710
-73,852
| -52% | -$1.78M |
|
2119
JPMorgan USD Emerging Markets Sovereign Bond ETF
JPMB
$67.2M
| $1.64M | ﹤0.01% |
35,054
-12,226
| -26% | -$570K |
|
2120
Labcorp
LH
$25B
| $1.64M | ﹤0.01% |
10,972
+4,960
| +83% | +$754K |
|
2121
PUT
New Oriental
EDU
$9.37B
| $1.64M | ﹤0.01% |
22,100
+7,900
| +56% | +$655K |
|
2122
PUT
Darden Restaurants
DRI
$23.3B
| $1.63M | ﹤0.01% |
14,700
-189,600
| -93% | -$21.4M |
|
2123
Sally Beauty Holdings
SBH
$1.43B
| $1.63M | ﹤0.01% |
+88,774
| New | +$1.42M |
|
2124
ProShares Ultra Industrials
UXI
$31M
| $1.63M | ﹤0.01% |
81,684
-14,512
| -15% | -$273K |
|
2125
Global X Copper Miners ETF NEW
COPX
$7.31B
| $1.63M | ﹤0.01% |
73,731
+22,353
| +44% | +$500K |
|
Similar funds
Jane Street's Q3 2018 Portfolio in Review
As of Q3 2018, Jane Street held 6,287 positions worth $50.6B, up 19% from $42.6B the previous quarter. Its ten largest holdings account for 27% of the portfolio.
Jane Street deployed $6.33B of net new capital in Q3 2018, opening 1,391 new positions and adding to 1,722 existing holdings. Its largest new stake was iShares China Large-Cap ETF: 6,735,271 shares worth $288M.
By sector, the portfolio is most concentrated in Communication Services at 3.7% of assets, up from 1.6% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was iShares Core MSCI Emerging Markets ETF, an estimated $513M trimmed.
- Jane Street's largest Q3 2018 buy was iShares China Large-Cap ETF: 6,735,271 shares worth $288M.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q3 2018, an estimated $794M increase.
- Jane Street's biggest Q3 2018 reduction was iShares Core MSCI Emerging Markets ETF, cutting an estimated $513M.
- Jane Street fully exited Vanguard FTSE Developed Markets ETF in Q3 2018, selling an estimated $215M.
- Jane Street's ten largest holdings make up 27% of its $50.6B portfolio in Q3 2018.
- Jane Street opened 1,391 new positions and closed 1,277 in Q3 2018.
- Jane Street's portfolio value rose 19% quarter-over-quarter to $50.6B.
Based on Jane Street's 13F filing for Q3 2018, filed 14 Nov 2018.